+191.1%
IJH vs WING
+407.0%
-215.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.9% | -0.7% |
| 7D | +1.0% | -0.1% | +1.2% | +1.0% |
| 30D | -3.1% | -6.0% | +2.9% | -2.4% |
| 3M | +1.9% | -23.5% | +25.4% | +6.1% |
| 6M | +11.0% | -52.0% | +63.0% | +25.0% |
| YTD | +14.7% | -53.8% | +68.5% | +28.8% |
| 1Y | +15.6% | -63.8% | +79.4% | +35.2% |
| 3Y | +52.5% | -30.8% | +83.3% | +47.1% |
| 5Y | +49.1% | -34.3% | +83.3% | +38.2% |
| 10Y | +177.7% | +352.4% | -174.7% | +66.1% |
| All | +191.1% | +407.0% | -215.9% | +65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WING wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling